E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 4,520.25 4,506.50 -13.75 -0.3% 4,512.50
High 4,547.50 4,517.00 -30.50 -0.7% 4,555.25
Low 4,500.00 4,459.75 -40.25 -0.9% 4,459.75
Close 4,509.25 4,480.50 -28.75 -0.6% 4,480.50
Range 47.50 57.25 9.75 20.5% 95.50
ATR 50.06 50.57 0.51 1.0% 0.00
Volume 175,329 226,373 51,044 29.1% 841,151
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,657.50 4,626.25 4,512.00
R3 4,600.25 4,569.00 4,496.25
R2 4,543.00 4,543.00 4,491.00
R1 4,511.75 4,511.75 4,485.75 4,498.75
PP 4,485.75 4,485.75 4,485.75 4,479.25
S1 4,454.50 4,454.50 4,475.25 4,441.50
S2 4,428.50 4,428.50 4,470.00
S3 4,371.25 4,397.25 4,464.75
S4 4,314.00 4,340.00 4,449.00
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 4,785.00 4,728.25 4,533.00
R3 4,689.50 4,632.75 4,506.75
R2 4,594.00 4,594.00 4,498.00
R1 4,537.25 4,537.25 4,489.25 4,518.00
PP 4,498.50 4,498.50 4,498.50 4,488.75
S1 4,441.75 4,441.75 4,471.75 4,422.50
S2 4,403.00 4,403.00 4,463.00
S3 4,307.50 4,346.25 4,454.25
S4 4,212.00 4,250.75 4,428.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,555.25 4,459.75 95.50 2.1% 42.25 0.9% 22% False True 168,230
10 4,555.25 4,386.50 168.75 3.8% 50.50 1.1% 56% False False 198,856
20 4,555.25 4,382.75 172.50 3.9% 50.50 1.1% 57% False False 116,140
40 4,555.25 4,340.00 215.25 4.8% 49.25 1.1% 65% False False 58,132
60 4,555.25 4,257.75 297.50 6.6% 48.75 1.1% 75% False False 38,777
80 4,555.25 4,253.50 301.75 6.7% 45.25 1.0% 75% False False 29,087
100 4,555.25 4,180.00 375.25 8.4% 37.25 0.8% 80% False False 23,270
120 4,555.25 4,068.50 486.75 10.9% 33.50 0.7% 85% False False 19,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.38
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,760.25
2.618 4,667.00
1.618 4,609.75
1.000 4,574.25
0.618 4,552.50
HIGH 4,517.00
0.618 4,495.25
0.500 4,488.50
0.382 4,481.50
LOW 4,459.75
0.618 4,424.25
1.000 4,402.50
1.618 4,367.00
2.618 4,309.75
4.250 4,216.50
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 4,488.50 4,507.50
PP 4,485.75 4,498.50
S1 4,483.00 4,489.50

These figures are updated between 7pm and 10pm EST after a trading day.

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